| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,515 |
16,350 |
-165 |
-1.0% |
16,480 |
| High |
16,549 |
16,400 |
-149 |
-0.9% |
16,645 |
| Low |
16,300 |
16,313 |
13 |
0.1% |
16,300 |
| Close |
16,350 |
16,395 |
45 |
0.3% |
16,395 |
| Range |
249 |
87 |
-162 |
-65.1% |
345 |
| ATR |
119 |
117 |
-2 |
-1.9% |
0 |
| Volume |
48 |
69 |
21 |
43.8% |
236 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,630 |
16,600 |
16,443 |
|
| R3 |
16,543 |
16,513 |
16,419 |
|
| R2 |
16,456 |
16,456 |
16,411 |
|
| R1 |
16,426 |
16,426 |
16,403 |
16,441 |
| PP |
16,369 |
16,369 |
16,369 |
16,377 |
| S1 |
16,339 |
16,339 |
16,387 |
16,354 |
| S2 |
16,282 |
16,282 |
16,379 |
|
| S3 |
16,195 |
16,252 |
16,371 |
|
| S4 |
16,108 |
16,165 |
16,347 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,482 |
17,283 |
16,585 |
|
| R3 |
17,137 |
16,938 |
16,490 |
|
| R2 |
16,792 |
16,792 |
16,458 |
|
| R1 |
16,593 |
16,593 |
16,427 |
16,520 |
| PP |
16,447 |
16,447 |
16,447 |
16,410 |
| S1 |
16,248 |
16,248 |
16,364 |
16,175 |
| S2 |
16,102 |
16,102 |
16,332 |
|
| S3 |
15,757 |
15,903 |
16,300 |
|
| S4 |
15,412 |
15,558 |
16,205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,645 |
16,300 |
345 |
2.1% |
129 |
0.8% |
28% |
False |
False |
47 |
| 10 |
16,645 |
16,252 |
393 |
2.4% |
126 |
0.8% |
36% |
False |
False |
32 |
| 20 |
16,645 |
16,209 |
436 |
2.7% |
96 |
0.6% |
43% |
False |
False |
22 |
| 40 |
16,645 |
15,888 |
757 |
4.6% |
105 |
0.6% |
67% |
False |
False |
16 |
| 60 |
16,645 |
15,888 |
757 |
4.6% |
94 |
0.6% |
67% |
False |
False |
14 |
| 80 |
16,645 |
15,154 |
1,491 |
9.1% |
86 |
0.5% |
83% |
False |
False |
11 |
| 100 |
16,645 |
15,154 |
1,491 |
9.1% |
72 |
0.4% |
83% |
False |
False |
9 |
| 120 |
16,645 |
15,154 |
1,491 |
9.1% |
62 |
0.4% |
83% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,770 |
|
2.618 |
16,628 |
|
1.618 |
16,541 |
|
1.000 |
16,487 |
|
0.618 |
16,454 |
|
HIGH |
16,400 |
|
0.618 |
16,367 |
|
0.500 |
16,357 |
|
0.382 |
16,346 |
|
LOW |
16,313 |
|
0.618 |
16,259 |
|
1.000 |
16,226 |
|
1.618 |
16,172 |
|
2.618 |
16,085 |
|
4.250 |
15,943 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,382 |
16,458 |
| PP |
16,369 |
16,437 |
| S1 |
16,357 |
16,416 |
|